Some basic properties of the MLE's for a multivariate normal distribution with monotone missing data

被引：0

作者：

Kanda, T ^{[1
]}

Fujikoshi, Y ^{[1
]}

机构：

[1] Hiroshima Inst Technol, Hiroshima 7315193, Japan

来源：

AMERICAN JOURNAL OF MATHEMATICAL AND MANAGEMENT SCIENCES, VOL 18, NOS 1 AND 2: MSI-2000: MULTIVARIATE STATISTICAL ANALYSIS IN HONOR OF PROFESSOR MINORU SIOTANI ON HIS 70TH BIRTHDAY, VOLUME IV OF PROCEEDINGS OF THE MULTIVARIATE STATISTICAL INFERENCE CONFERENCE | 1998年

关键词：

multivariate normal distribution; monotone missing data; MLE's; mean and variance; exact distribution; asymptotic distribution;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we study some basic properties of the MLE's <(mu)over cap> and <(Sigma)over cap> for a p-variate normal population N(p)(mu, Sigma), based on a k-step monotone sample. For k = 2 and 3, we obtain the exact means and variances of <(mu)over cap> and the exact bias of <(Sigma)over cap>. Asymptotic expansions of the distributions of these estimators are also obtained in the situation when the sample size is large. For a general k, the MLE's of mu and the usual transformed matrix Delta of Sigma are given in explicit forms. Some analogous properties are also obtained.

引用

页码：161 / 190

页数：30

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